-16.9%
POET vs IBN
+513.5%
-530.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +5.3% |
| 7D | +17.0% | -2.2% | +19.2% | +17.4% |
| 30D | -6.7% | -2.3% | -4.5% | -6.4% |
| 3M | -32.3% | +15.9% | -48.2% | -34.0% |
| 6M | +32.3% | +5.6% | +26.7% | +31.2% |
| YTD | +31.3% | -0.1% | +31.4% | +31.3% |
| 1Y | +55.3% | -6.5% | +61.9% | +56.7% |
| 3Y | +136.8% | +29.3% | +107.4% | +126.0% |
| 5Y | -2.2% | +56.6% | -58.8% | -9.8% |
| 10Y | +34.0% | +314.4% | -280.3% | +6.8% |
| All | -16.9% | +513.5% | -530.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling